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Information in CDS spreads

Norden, Lars - In: Journal of banking & finance 75 (2017), pp. 118-135

Persistent link: https://www.econbiz.de/10011742156

The benefits of relationship lending in a cross-country context : a meta-analysis

Kysucky, Vlado; Norden, Lars - In: Management science : journal of the Institute for … 62 (2016) 1, pp. 90-110

Persistent link: https://www.econbiz.de/10011432927

Bargaining power and information in SME lending

Grunert, Jens; Norden, Lars - In: Small business economics : an entrepreneurship journal 39 (2012) 2, pp. 401-417

Persistent link: https://www.econbiz.de/10009674383

Informational synergies in consumer credit

Hibbeln, Martin; Norden, Lars; Usselmann, Piet; … - In: Journal of financial intermediation 44 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012653818

Business credit information sharing and default risk of private firms

Dierkes, Maik; Erner, Carsten; Langer, Thomas; Norden, Lars - In: Journal of banking & finance 37 (2013) 8, pp. 2867-2878

Persistent link: https://www.econbiz.de/10009776323

Why is Price Discovery in Credit Default Swap Markets News-Specific?

Marsh, Ian W.; Wagner, Wolf - 2012

We analyse daily lead-lag patterns in US equity and credit default swap (CDS) returns. We first document that equity returns robustly lead CDS returns. However, we find that the CDS-lag is due to common (and not firm-specific) news and arises predominantly in response to positive (instead of...

Persistent link: https://www.econbiz.de/10010326281